init

old/ped.go

@@ -0,0 +1,71 @@
+package old
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+type pedSta struct {
+	bigDirt int
+	midRsi  float64
+}
+
+func Ped(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	lenAtr := int(pol.Def("atr", 20, core.PNorm(7, 40)))
+	baseAtrLen := int(float64(lenAtr) * 4.3)
+	return &strat.TradeStrat{
+		WarmupNum: 100,
+		OnPairInfos: func(s *strat.StratJob) []*strat.PairSub {
+			return []*strat.PairSub{
+				{"_cur_", "15m", 100},
+				{"_cur_", "1h", 205},
+			}
+		},
+		OnStartUp: func(s *strat.StratJob) {
+			s.More = &pedSta{}
+		},
+		OnBar: func(s *strat.StratJob) {
+			m, _ := s.More.(*pedSta)
+			e := s.Env
+			c := e.Close.Get(0)
+			atr := ta.ATR(e.High, e.Low, e.Close, lenAtr)
+			atrBase := ta.Lowest(ta.Highest(atr, lenAtr), baseAtrLen).Get(0)
+			maBig := ta.SMA(e.Close, 10).Get(0)
+			rsi := ta.RSI(e.Close, 14).Get(0)
+			if s.OrderNum > 0 {
+				return
+			}
+			if m.bigDirt > 0 && m.midRsi < 70 && c > maBig && rsi > 70 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "long",
+					StopLossVal:   atrBase,
+					TakeProfitVal: atrBase * 7,
+				})
+			} else if m.bigDirt < 0 && m.midRsi > 30 && c < maBig && rsi < 30 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "short",
+					Short:         true,
+					StopLossVal:   atrBase,
+					TakeProfitVal: atrBase * 7,
+				})
+			}
+		},
+		OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
+			m, _ := s.More.(*pedSta)
+			if tf == "1h" {
+				maSml := ta.SMA(e.Close, 20).Get(0)
+				maBig := ta.SMA(e.Close, 100).Get(0)
+				if maSml > maBig {
+					m.bigDirt = 1
+				} else {
+					m.bigDirt = -1
+				}
+			} else {
+				// 15m
+				m.midRsi = ta.RSI(e.Close, 14).Get(0)
+			}
+		},
+	}
+}